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Ranked On: 28 March 2024
Fund Name | BMSMONEY Rank | Rating | 1Y (R) | 3Y (R) | 5Y (R) | 7Y (R) | 10Y (R) | 1Y (D) | 3Y (D) | 5Y (D) | 7Y (D) | 10Y (D) | Std. Dev. | Max Drawdown | VaR 1Y 95% | Jensen's Alpha | Beta | Sortino Ratio | Sharpe Ratio |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Nippon India Quant Fund | - | |
46.28% | 23.92% | 20.10% | 16.32% | 14.97% | 47.08% | 24.72% | 20.94% | 17.14% | 15.72% | 13.16% | -10.57% | -12.86% | 5.67% | 0.94 | 0.59 | 1.08 |
Icici Prudential Quant F… | - | |
33.40% | 18.38% | % | % | % | 34.18% | 19.18% | % | % | % | 10.78% | -10.28% | -12.11% | 4.03% | 0.75 | 0.46 | 0.88 |
Tata Quant Fund | - | |
30.25% | 12.28% | % | % | % | 32.21% | 14.06% | % | % | % | 11.63% | -14.86% | -15.49% | -2.48% | 0.73 | 0.14 | 0.27 |
Dsp Quant Fund | - | |
21.04% | 11.62% | % | % | % | 21.92% | 12.43% | % | % | % | 13.69% | -18.37% | -14.70% | -6.07% | 0.95 | 0.15 | 0.25 |
Return Calculated On: 02 May 2024
Ratios Calculated On: 28 March 2024
Fund Name | 1Y Invested Amount: 12,000 |
3Y Invested Amount: 36,000 |
5Y Invested Amount: 60,000 |
7Y Invested Amount: 84,000 |
10Y Invested Amount: 1,20,000 |
15Y Invested Amount: 1,80,000 |
||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | |
DSP Quant Fund | 14524.8 | 13129.1 | 50061.6 | 42461.28 | ||||||||
ICICI Prudential Quant Fund | 16008.0 | 13953.84 | 59727.6 | 47756.09 | ||||||||
Iifl Quant Fund | 19368.0 | 15633.34 | ||||||||||
Quant Quantamental Fund | 19950.0 | 16326.7 | 84841.2 | |||||||||
Nippon India Quant Fund | 17553.6 | 14979.54 | 68508.0 | 54036.68 | 149910.0 | 113656.74 | 242029.2 | 176399.66 | 484008.0 | 295938.84 | 1415466.0 | 595189.98 |
Tata Quant Fund | 15630.0 | 13630.56 | 50954.4 | 46297.37 | ||||||||
Axis Quant Fund | 16702.8 | 14461.16 |
Fund Name | 1Y Invested Amount: 12,000 |
3Y Invested Amount: 36,000 |
5Y Invested Amount: 60,000 |
7Y Invested Amount: 84,000 |
10Y Invested Amount: 1,20,000 |
15Y Invested Amount: 1,80,000 |
||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | LumpSum | SIP | |
DSP Quant Fund | 14630.4 | 13181.96 | 51166.8 | 42952.75 | ||||||||
ICICI Prudential Quant Fund | 16101.6 | 13998.0 | 60940.8 | 48248.17 | ||||||||
Iifl Quant Fund | 19594.8 | 15741.16 | ||||||||||
Quant Quantamental Fund | 20228.4 | 16452.46 | 89107.2 | |||||||||
Nippon India Quant Fund | 17649.6 | 15025.15 | 69840.0 | 54559.84 | 155238.0 | 115848.6 | 254259.6 | 181311.56 | 516924.0 | 306947.76 | ||
Tata Quant Fund | 15865.2 | 13746.13 | 53420.4 | 47503.66 | ||||||||
Axis Quant Fund | 16958.4 | 14587.38 |
Fund Name | VaR 1 Y 95% | Max Drawdown % | Average Drawdown % | Standard Deviation % | Semi Deviation % |
---|---|---|---|---|---|
Dsp Quant Fund |
-14.70 | -18.37 | -6.25 | 13.69 | 9.24 |
Icici Prudential Quant Fund |
-12.11 | -10.28 | -4.73 | 10.78 | 7.70 |
Iifl Quant Fund |
|||||
Quant Quantamental Fund |
|||||
Nippon India Quant Fund |
-12.86 | -10.57 | -4.51 | 13.16 | 9.17 |
Tata Quant Fund |
-15.49 | -14.86 | -7.02 | 11.63 | 8.21 |
Axis Quant Fund |
Fund Name | Sharpe Ratio | Sortino Ratio | Sterling ratio | Hurst Index | Jensen’s Alpha | Beta | R2 | Treynor Ratio | Modigliani2 Measure | Active Return |
---|---|---|---|---|---|---|---|---|---|---|
Dsp Quant Fund |
0.25
|
0.15
|
0.40
|
0.43
|
-6.07
|
0.95 |
0.86
|
|
0.96
|
-6.8642
|
Icici Prudential Quant Fund |
0.88
|
0.46
|
0.88
|
0.38
|
4.03
|
0.75 |
0.86
|
|
1.61
|
-0.3607
|
Iifl Quant Fund |
|
|
|
|
|
|
|
|
|
|
Quant Quantamental Fund |
|
|
|
|
|
|
|
|
|
|
Nippon India Quant Fund |
1.08
|
0.59
|
1.10
|
0.38
|
5.67
|
0.94 |
0.90
|
|
1.80
|
4.6017
|
Tata Quant Fund |
0.27
|
0.14
|
0.44
|
0.37
|
-2.48
|
0.73 |
0.70
|
|
0.97
|
-7.1798
|
Axis Quant Fund |
|
|
|
|
|
|
|
|
|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
DSP Quant Fund |
0.00%
|
0.69%
|
-0.88%
|
3.11%
|
14.09%
|
21.04%
|
11.62%
|
%
|
%
|
%
|
%
|
ICICI Prudential Quant Fund |
0.00%
|
1.24%
|
1.29%
|
4.48%
|
20.97%
|
33.40%
|
18.38%
|
%
|
%
|
%
|
%
|
Iifl Quant Fund |
0.00%
|
2.26%
|
2.44%
|
8.81%
|
34.40%
|
61.40%
|
%
|
%
|
%
|
%
|
%
|
Quant Quantamental Fund |
0.00%
|
-0.10%
|
3.57%
|
10.30%
|
45.23%
|
66.25%
|
33.08%
|
%
|
%
|
%
|
%
|
Nippon India Quant Fund |
0.00%
|
1.76%
|
2.84%
|
8.13%
|
31.53%
|
46.28%
|
23.92%
|
20.10%
|
16.32%
|
14.97%
|
14.74%
|
Tata Quant Fund |
0.00%
|
1.05%
|
3.47%
|
5.71%
|
15.73%
|
30.25%
|
12.28%
|
%
|
%
|
%
|
%
|
Axis Quant Fund |
0.00%
|
1.15%
|
2.07%
|
6.27%
|
26.16%
|
39.19%
|
%
|
%
|
%
|
%
|
%
|
Fund Name | 1D | 1W | 1M | 3M | 6M | 1Y | 3Y | 5Y | 7Y | 10Y | 15Y |
---|---|---|---|---|---|---|---|---|---|---|---|
DSP Quant Fund |
0.00%
|
0.70%
|
-0.82%
|
3.29%
|
14.50%
|
21.92%
|
12.43%
|
%
|
%
|
%
|
%
|
ICICI Prudential Quant Fund |
0.00%
|
1.21%
|
1.31%
|
4.59%
|
21.28%
|
34.18%
|
19.18%
|
%
|
%
|
%
|
%
|
Iifl Quant Fund |
0.00%
|
2.29%
|
2.55%
|
9.13%
|
35.19%
|
63.29%
|
%
|
%
|
%
|
%
|
%
|
Quant Quantamental Fund |
0.00%
|
-0.08%
|
3.68%
|
10.63%
|
46.14%
|
68.57%
|
35.27%
|
%
|
%
|
%
|
%
|
Nippon India Quant Fund |
0.00%
|
1.77%
|
2.88%
|
8.26%
|
31.87%
|
47.08%
|
24.72%
|
20.94%
|
17.14%
|
15.72%
|
%
|
Tata Quant Fund |
0.00%
|
1.07%
|
3.60%
|
6.11%
|
16.61%
|
32.21%
|
14.06%
|
%
|
%
|
%
|
%
|
Axis Quant Fund |
0.00%
|
1.23%
|
2.16%
|
6.65%
|
27.08%
|
41.32%
|
%
|
%
|
%
|
%
|
%
|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|---|---|---|---|---|---|
DSP Quant Fund |
17.88%
|
11.02%
|
%
|
%
|
%
|
%
|
ICICI Prudential Quant Fund |
31.48%
|
19.23%
|
%
|
%
|
%
|
%
|
Iifl Quant Fund |
60.44%
|
%
|
%
|
%
|
%
|
%
|
Quant Quantamental Fund |
72.86%
|
%
|
%
|
%
|
%
|
%
|
Nippon India Quant Fund |
48.97%
|
28.23%
|
25.86%
|
20.82%
|
17.19%
|
14.59%
|
Tata Quant Fund |
26.10%
|
17.03%
|
%
|
%
|
%
|
%
|
Axis Quant Fund |
40.06%
|
%
|
%
|
%
|
%
|
%
|
Fund Name | 1 Year | 3 Year | 5 Year | 7 Year | 10 Year | 15 Year |
---|---|---|---|---|---|---|
DSP Quant Fund |
18.74%
|
11.81%
|
%
|
%
|
%
|
%
|
ICICI Prudential Quant Fund |
32.22%
|
19.97%
|
%
|
%
|
%
|
%
|
Iifl Quant Fund |
62.36%
|
%
|
%
|
%
|
%
|
%
|
Quant Quantamental Fund |
75.14%
|
%
|
%
|
%
|
%
|
%
|
Nippon India Quant Fund |
49.77%
|
28.95%
|
26.66%
|
21.60%
|
17.87%
|
%
|
Tata Quant Fund |
28.02%
|
18.86%
|
%
|
%
|
%
|
%
|
Axis Quant Fund |
42.21%
|
%
|
%
|
%
|
%
|
%
|